Begin with Theorem REF  along with (REF ) and use the
well-known multivariate normal Results 5.2.8 (all subsets of multivariate
normal random vectors themselves have normal distributions) and 5.3.3 (a
centered and scaled quadratic form of a \(p\)  dimensional multivariate normal
random vector is a chi-squared random variable with \(p\)  degrees of freedom)
from [1]}. The result then follows by Corollary 8.11 [Continuous
Mapping Theorem] (pg. 58) of [2]}.
